Last Updated :2025/12/05

Fisher information

Noun
uncountable
Japanese Meaning
統計学において、確率変数Xが分布の未知パラメータθに関して持つ情報量の尺度。具体的には、スコア関数(尤度の対数の微分)の分散、または観測情報の期待値として定義される。
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モデルについて、観測可能な確率変数Xが未知のパラメータθについて持つ情報量(形式的にはスコアの分散、または観測情報の期待値)を計算することは、観測データからパラメータθをどの程度精密に推定できるかを判断するのに役立った。

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(statistics) A measure of the amount of information that an observable random variable X carries about an unknown parameter θ of a distribution that models X. Formally, it is the variance of the score, or the expected value of the observed information.

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Fisher information

Computing the Fisher information for the model helped determine how precisely we could estimate the parameter θ from the observed data.

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Computing the Fisher information for the model helped determine how precisely we could estimate the parameter θ from the observed data.

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